Optimal portfolio policies under fixed and proportional...

Optimal portfolio policies under fixed and proportional transaction costs

Irle, Albrecht, Sass, Jörn
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Volume:
38
Language:
english
Journal:
Advances in Applied Probability
DOI:
10.1017/s0001867800001397
Date:
December, 2006
File:
PDF, 237 KB
english, 2006
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